Basel III
WHAT IS THIS? Basel III is a set of bank soundness rules drawn up by the Basel Committee on Banking Supervision in response to the financial crisis. It hikes the minimum amount of capital banks must hold, introduces new leverage and liquidity ratios, and limits the use of internal models.
Quants continue to criticise counterparty risk measures
Adjusting the adjustments
Criticism of Basel III liquidity ratios continues
Rationalising ratios
Asia’s LCR challenge
Asia’s LCR challenge
Citi’s Gerspach: $12.7 billion accounting switch was legit
Switch of assets to trading book and subsequent sales meant to limit Basel III capital impact, says Citi's CFO
Fitch rates Australian covered bond legislation
Fitch Ratings endorses Australian draft legislation on covered bonds, but says market needs more detail on reporting requirements
Deutsche restructures Taunus to avoid unnecessary capital movement
Despite reports the German Bank is seeking to sidestep new US capital rules, the restructure of Taunus will help Deustche Bank put capital to better use
Risk Australia Autumn 2011
Counting the costs
Risk managers not convinced Basel III will help manage risk
Almost half of Fitch survey respondents say lack of regulatory clarity is the biggest issue facing the risk management industry
Video: Algorithmics' Michael Zerbs on the ‘unintended consequences’ from Basel III
Algorithmics' president and chief operating officer Michael Zerbs talks about the long-term impact of moving from Basel II to Basel III, including some 'unintended consequences' likely to emerge from the move to central clearing as well as the specific…
Video: Tsuyoshi Oyama on the conflicted role of central banks post crisis
Bank of Japan veteran and Deloitte Touche Tohmatsu partner, Tsuyoshi Oyama, discusses the changed role of central banks post-global financial crisis and potential conflicts with their new role.
ICB report could spell trouble for investment bank funding
Experts say fencing off retail deposits would leave investment banks struggling to meet key Basel III liquidity ratio
Risk data quality an issue for firms, finds survey
Firms waiting for clarity on regulatory requirements concerning risk data quality, but delay is a mistake, say panellists at a London seminar, hosted by think-tank JWG.
Leave liquidity rules out of Basel III legislation, says EBF
Industry group fears European Union legislative process will set LCR and NSFR flaws in stone
Risk Europe: Tweaks to Basel III will raise deadline pressure for banks
Changes to the detail of Basel III will make timely implementation a challenge, say attendees at Risk Europe
Risk Europe: no-go on CoCos, says panel
Traditional investors won't be won over by debt that converts into equity, says conference panel - and one CoCo issuer raises threat of feedback effects
Risk Europe: Dodd-Frank rating requirement has competitive implications under Basel III
The requirement under the Dodd-Frank Act to eliminate any reliance on external credit ratings could put US banks at a competitive disadvantage under Basel III, says the Basel Committee’s Stefan Walter
Risk Europe: 'Humble' Basel Committee open to liquidity rule changes
The Basel Committee's Stefan Walter says door is open to changing LCR and NSFR - but it's not open wide
Sponsored statement: Royal Bank of Scotland
Basel III and IFRS 9: A tightening of the regulations
Maybank CRO talks about his group's Asean aspirations
Asean aspiration
Funding and pricing OTC derivatives proves treacherous in Australia
Treacherous path ahead
JWG risk data survey shows firms slow to respond to regulation
Survey from London-based think tank shows firms not yet ready to meet the data challenge posed by new financial regulation
Sovereign risk weights under threat
Weight gain
Unlevel playing field for CCP members concerns banks
Under the bar, over the top?